-3.5%
SHW vs FAST
+8.2%
-11.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | 0.0% |
| 7D | -3.2% | -0.4% | -2.9% | -3.0% |
| 30D | -9.5% | -0.8% | -8.7% | -9.3% |
| 3M | +11.5% | +5.8% | +5.7% | +7.3% |
| 6M | -3.5% | +8.0% | -11.5% | -10.8% |
| All | -3.5% | +8.2% | -11.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling